+294.9%
SCHW vs GME
+285.6%
+9.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | -1.9% | +10.4% | -12.3% | -2.1% |
| 30D | -1.6% | +14.1% | -15.7% | -2.0% |
| 3M | +21.3% | -4.6% | +25.9% | +21.4% |
| 6M | +16.5% | -13.5% | +30.0% | +16.8% |
| YTD | +8.4% | +5.3% | +3.1% | +8.1% |
| 1Y | +15.6% | -14.9% | +30.5% | +15.9% |
| 3Y | +86.8% | +24.3% | +62.6% | +79.4% |
| 5Y | +60.5% | -55.6% | +116.1% | +55.6% |
| All | +294.9% | +285.6% | +9.3% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling